DIXON option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 50
Spot
12,318.19
Future
12,366.00
Forward
12,347.66
PCR (OI)
1.17
Puts 53,350 / Calls 45,650
PCR (volume)
0.73
Puts 1,529 / Calls 2,081
Max pain
12,000
strike with least total payout to holders
Highest OI
13,000 CE · 11,000 PE
ΔOI calls +22,350 · puts +25,450
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Short buildup | 2,050 | +2,050 | — | -1,109.75 | 3,311.60 | 9,000 | 31.15 | -45.65 | 45.93 | +1,950 | 4,700 | Short buildup | ||||||
| Neutral | — | — | 52.73 | 0.00 | 3,960.50 | 9,500 | 133.20 | 0.00 | 38.97 | — | 150 | Neutral | ||||||
| 100 | +100 | 34.58 | — | 2,599.80 | 9,750 | 68.40 | — | 42.89 | +100 | 100 | ||||||||
| Neutral | — | — | 48.72 | 0.00 | 3,516.55 | 10,000 | 70.45 | -158.65 | 39.56 | +1,150 | 4,950 | Short buildup | ||||||
| Neutral | — | — | 47.23 | 0.00 | 1,459.70 | 10,250 | 104.00 | -187.80 | 40.09 | — | 600 | Neutral | ||||||
| Long buildup | 850 | +700 | 36.87 | +779.50 | 1,941.05 | 10,500 | 105.90 | -199.10 | 36.45 | +2,500 | 3,200 | Short buildup | ||||||
| Neutral | — | — | 45.05 | 0.00 | 1,149.40 | 10,750 | 146.45 | -403.50 | 36.40 | +950 | 950 | Short buildup | ||||||
| Short covering | 4,500 | −450 | 34.92 | +917.30 | 1,514.70 | 11,000 | 179.05 | -415.10 | 34.92 | +8,300 | 24,050 | Short buildup | ||||||
| Neutral | — | — | 43.64 | 0.00 | 886.90 | 11,250 | 782.05 | 0.00 | 38.44 | — | — | Neutral | ||||||
| Short covering | 2,150 | −300 | 33.05 | +731.65 | 1,124.25 | 11,500 | 281.30 | -581.30 | 32.87 | +950 | 1,300 | Short buildup | ||||||
| Neutral | — | — | 42.72 | 0.00 | 671.05 | 11,750 | 1,060.80 | 0.00 | 38.19 | — | — | Neutral | ||||||
| Long buildup | 4,950 | +2,450 | 31.92 | +537.90 | 794.55 | 12,000 | 473.40 | -751.60 | 33.19 | +5,200 | 6,250 | Short buildup | ||||||
| Neutral | — | — | 42.10 | 0.00 | 498.30 | 12,250 | 537.90 | -844.70 | 30.46 | +1,700 | 1,700 | Short buildup | ||||||
| Short buildup | 850 | +850 | 31.33 | -1,153.45 | 535.20 | 12,500 | 683.00 | -620.00 | 31.16 | +1,150 | 1,600 | Short buildup | ||||||
| Neutral | — | — | 41.67 | 0.00 | 364.10 | 12,750 | 1,743.00 | 0.00 | 37.44 | — | — | Neutral | ||||||
| Long buildup | 18,150 | +4,950 | 31.79 | +248.80 | 357.90 | 13,000 | 1,007.05 | -1,062.95 | 31.94 | +1,300 | 3,600 | Short buildup | ||||||
| — | — | 41.36 | — | 261.20 | 13,250 | 2,134.70 | — | 36.85 | — | — | ||||||||
| Neutral | — | — | 41.23 | 0.00 | 1,182.40 | 13,500 | 1,398.45 | +163.85 | 33.74 | +150 | 150 | Long buildup | ||||||
| — | — | 41.13 | — | 184.65 | 13,750 | 1,550.00 | — | 30.63 | +50 | 50 | ||||||||
| Short buildup | 12,050 | +12,000 | 32.95 | -639.05 | 150.95 | 14,000 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.